Identification of discrete-time state affine state space models using cumulants

DOI10.1016/S0005-1098(02)00075-4zbMATH Open1011.93104OpenAlexW2012387481MaRDI QIDQ1858882FDOQ1858882

Authors: George Gatt, N. Kalouptsidis 

Publication date: 17 February 2003

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(02)00075-4

Recommendations

• Identification of linear systems using input-output cumulants
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• Time and lag recursive computation of cumulants from a state-space model
• On the identifiability of non-Gaussian ARMA models using cumulants
• A method for the identification of state space models from input and output measurements

zbMATH Keywords

system identificationcumulantsVolterra seriespersistent excitationstate affine models

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Fast projection methods for minimal design problems in linear system theory
• On a Method of Calculation of Semi-Invariants
• Stochastic theory of minimal realization
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Efficient algorithms for Volterra system identification
• Second-order Volterra system identification
• Natural Bilinear Control Processes
• Title not available (Why is that?)
• Subspace identification of bilinear systems subject to white inputs
• Polynomial response maps
• Realization theory of discrete-time nonlinear systems: Part I-The bounded case
• Direct construction of minimal bilinear realizations from nonlinear input-output maps
• Nonlinear systems analysis with non-Gaussian white stimuli; General basis functionals and kernels (Corresp.)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The identification of polynomial systems by means of higher order spectra
• Time and lag recursive computation of cumulants from a state-space model
• Identification of multivariable bilinear state space systems based on subspace techniques and separable least squares optimization

Cited In (3)

• Title not available (Why is that?)
• Time and lag recursive computation of cumulants from a state-space model
• Fast recursive identification of state space models via exploitation of displacement structure

This page was built for publication: Identification of discrete-time state affine state space models using cumulants

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1858882)